When Jim sends C.J. to Canada, they both act like this is a major deal, that it's a long road trip. However, the show is set in Detroit, which borders on Canada, requiring a short trip over a bridge. Depending on exactly where the Hennesy house is located, at worst C.J. would have had to drive across the city. Also, this episode pre-dates when a passport was required in order to cross the border, so even the crossing wouldn't have been a problem.